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BGSIX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGSIX and VUG is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

BGSIX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Technology Opportunities Institutional (BGSIX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.80%
17.28%
BGSIX
VUG

Key characteristics

Sharpe Ratio

BGSIX:

1.32

VUG:

1.89

Sortino Ratio

BGSIX:

1.80

VUG:

2.49

Omega Ratio

BGSIX:

1.24

VUG:

1.34

Calmar Ratio

BGSIX:

1.52

VUG:

2.57

Martin Ratio

BGSIX:

6.13

VUG:

9.80

Ulcer Index

BGSIX:

5.28%

VUG:

3.40%

Daily Std Dev

BGSIX:

24.45%

VUG:

17.68%

Max Drawdown

BGSIX:

-73.48%

VUG:

-50.68%

Current Drawdown

BGSIX:

-1.74%

VUG:

-0.72%

Returns By Period

In the year-to-date period, BGSIX achieves a 6.45% return, which is significantly higher than VUG's 3.43% return. Over the past 10 years, BGSIX has outperformed VUG with an annualized return of 17.52%, while VUG has yielded a comparatively lower 16.14% annualized return.


BGSIX

YTD

6.45%

1M

3.67%

6M

15.80%

1Y

31.41%

5Y*

14.76%

10Y*

17.52%

VUG

YTD

3.43%

1M

0.94%

6M

17.28%

1Y

32.71%

5Y*

18.15%

10Y*

16.14%

*Annualized

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BGSIX vs. VUG - Expense Ratio Comparison

BGSIX has a 0.93% expense ratio, which is higher than VUG's 0.04% expense ratio.


Expense ratio chart for BGSIX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BGSIX vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGSIX
The Risk-Adjusted Performance Rank of BGSIX is 6464
Overall Rank
The Sharpe Ratio Rank of BGSIX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BGSIX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BGSIX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BGSIX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of BGSIX is 6464
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7272
Overall Rank
The Sharpe Ratio Rank of VUG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGSIX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Institutional (BGSIX) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for BGSIX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.321.89
The chart of Sortino ratio for BGSIX, currently valued at 1.80, compared to the broader market0.005.0010.001.802.49
The chart of Omega ratio for BGSIX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.34
The chart of Calmar ratio for BGSIX, currently valued at 1.52, compared to the broader market0.005.0010.0015.0020.001.522.57
The chart of Martin ratio for BGSIX, currently valued at 6.13, compared to the broader market0.0020.0040.0060.0080.006.139.80
BGSIX
VUG

The current BGSIX Sharpe Ratio is 1.32, which is comparable to the VUG Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of BGSIX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.32
1.89
BGSIX
VUG

Dividends

BGSIX vs. VUG - Dividend Comparison

BGSIX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
BGSIX
BlackRock Technology Opportunities Institutional
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

BGSIX vs. VUG - Drawdown Comparison

The maximum BGSIX drawdown since its inception was -73.48%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BGSIX and VUG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.74%
-0.72%
BGSIX
VUG

Volatility

BGSIX vs. VUG - Volatility Comparison

BlackRock Technology Opportunities Institutional (BGSIX) has a higher volatility of 6.52% compared to Vanguard Growth ETF (VUG) at 5.52%. This indicates that BGSIX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.52%
5.52%
BGSIX
VUG